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Wilson Goma

Wilson Goma

Data Scientist · time series, causal inference, AI agents

I write down what I learn here: research notes, paper readings, and the projects I build to understand things by making them.

Latest posts

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Time series foundation models: zero-shot against the specialist
Tech watch

Time series foundation models: zero-shot against the specialist

When does a foundation model used without any training beat a model fitted on the series? What I observed over a year of French electricity load, with interval coverage and not only the mean error, then rebuilding a router between the two on 50 series.

Recent projects

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Products

Lab

Time series foundation models: forecasting tomorrow's electricity consumption for 3,517 commercial buildings
Lab

Time series foundation models: forecasting tomorrow's electricity consumption for 3,517 commercial buildings

The TSFM tech watch applied to a fictional balance responsible party, on real public data: LightGBM, Chronos-2 and their blend against RTE’s day-ahead forecast, published and debiased. A 2.7% MAPE on the portfolio against 5.6% without a model, a router that does not beat the blend, a cold start handled by the naive forecast, Timestral and TimesFM 3.0 in an addendum, a Dagster service and its replayed monitoring.
Causal impact on time series: measuring what a grocery chain's promotions really bring in
Lab

Causal impact on time series: measuring what a grocery chain's promotions really bring in

The BSTS counterfactual from the tech watch applied to the promotions of a fictional grocery chain on the Favorita data: campaigns detected rather than assumed, a donor registry, coverage measured on planted truth (0.83 to 0.90 against 0.5 to 0.7 for iid estimators), the earthquake as a test bench, Double ML, a Dagster pipeline and monitoring.